+22.9%
ITW vs OSCR
+104.5%
-81.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.6% | -6.2% | +2.2% |
| 7D | +6.3% | +15.5% | -9.2% | +5.9% |
| 30D | +11.1% | +8.5% | +2.5% | +10.8% |
| 3M | +0.1% | +15.8% | -15.7% | -0.3% |
| 6M | +18.1% | +89.5% | -71.4% | +15.8% |
| YTD | +21.4% | +144.9% | -123.5% | +17.7% |
| 1Y | +22.9% | +105.1% | -82.2% | +18.8% |
| All | +22.9% | +104.5% | -81.6% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OSCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling